Codificare questo indicatore

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    Posts
  • 11/13/2021 at 2:21 PM #181535 quote
    m3rc76
    Participant
    New

    Secondo voi è possibile codificare questo indicatore da trading view?

    //@version=4
    study(title=”Rolling Moving Average”, shorttitle=”MA_rolling”, overlay=true)
    len = input(9, minval=1, title=”Length”)
    src = input(close, title=”Source”)
    ma_type = input(options=[“SMA”,”EMA”], defval=”SMA”, title=”type”)

    roll_sma(x, y) =>
    sum = 0.0
    for i = 0 to y – 1
    sum := sum + x[i] / y
    sum

    roll_ema(x, y) =>
    alpha = 2 / (y + 1)
    sum = 0.0
    sum := alpha * x + (1 – alpha) * nz(sum[1])

    var roll_sma_len = 0

    roll_sma_len := roll_sma_len + 1

    out1 = ma_type==”SMA” ? sma(src,len) : ema(src,len)
    out2 = ma_type==”SMA” ? roll_sma(src,roll_sma_len) : roll_ema(src,roll_sma_len)

    out = bar_index+1 <= len ? out2 : out1 plot(out, color=#00FF00, title="MA")

    11/15/2021 at 11:37 PM #181661 quote
    robertogozzi
    Moderator
    Master

    E’ identico ad una SMA o EMA, cambia qualcosa solo per i primi periodi iniziali:

    ONCE Periods = 9                //9  periods
ONCE MaType  = 0                //0=SMA,  1=EMA
ONCE N       = Periods
src          = CustomClose
N            = N + 1
IF MaType = 0 THEN
   Out1 = average[Periods,0](src)
   Out2 = 0
   FOR i = 0 TO N- 1
      Out2 = (Out2 + src[i]) / N
   NEXT
ELSIF MaType = 1 THEN
   Out1  = average[Periods,1](src)
   Out2  = 0
   alpha = 2 / (N + 1)
   Out2  = (alpha * src) + ((1 - alpha) * Out2[1])
ENDIF
IF BarIndex <= Periods THEN
   OutX = Out2
ELSE
   OutX = Out1
ENDIF
RETURN OutX AS "Rolling Moving Average"
    m3rc76 thanked this post
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Codificare questo indicatore


ProBuilder: Indicatori & Strumenti Personalizzati

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m3rc76 @m3rc76 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
4 years, 4 months ago.

Topic Details
Forum: ProBuilder: Indicatori & Strumenti Personalizzati
Language: Italian
Started: 11/13/2021
Status: Active
Attachments: No files
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